CME Pit-Traded Corn Future May 2010
Trading Metrics calculated at close of trading on 25-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
408-0 |
409-0 |
1-0 |
0.2% |
423-0 |
High |
408-0 |
419-4 |
11-4 |
2.8% |
433-6 |
Low |
401-4 |
408-0 |
6-4 |
1.6% |
416-0 |
Close |
402-0 |
418-4 |
16-4 |
4.1% |
417-0 |
Range |
6-4 |
11-4 |
5-0 |
76.9% |
17-6 |
ATR |
10-7 |
11-2 |
0-4 |
4.4% |
0-0 |
Volume |
8,589 |
24,111 |
15,522 |
180.7% |
39,810 |
|
Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
449-7 |
445-5 |
424-7 |
|
R3 |
438-3 |
434-1 |
421-5 |
|
R2 |
426-7 |
426-7 |
420-5 |
|
R1 |
422-5 |
422-5 |
419-4 |
424-6 |
PP |
415-3 |
415-3 |
415-3 |
416-3 |
S1 |
411-1 |
411-1 |
417-4 |
413-2 |
S2 |
403-7 |
403-7 |
416-3 |
|
S3 |
392-3 |
399-5 |
415-3 |
|
S4 |
380-7 |
388-1 |
412-1 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
475-4 |
464-0 |
426-6 |
|
R3 |
457-6 |
446-2 |
421-7 |
|
R2 |
440-0 |
440-0 |
420-2 |
|
R1 |
428-4 |
428-4 |
418-5 |
425-3 |
PP |
422-2 |
422-2 |
422-2 |
420-6 |
S1 |
410-6 |
410-6 |
415-3 |
407-5 |
S2 |
404-4 |
404-4 |
413-6 |
|
S3 |
386-6 |
393-0 |
412-1 |
|
S4 |
369-0 |
375-2 |
407-2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
424-0 |
401-4 |
22-4 |
5.4% |
7-7 |
1.9% |
76% |
False |
False |
11,357 |
10 |
433-6 |
401-4 |
32-2 |
7.7% |
8-1 |
2.0% |
53% |
False |
False |
10,837 |
20 |
433-6 |
386-4 |
47-2 |
11.3% |
10-0 |
2.4% |
68% |
False |
False |
10,987 |
40 |
433-6 |
352-4 |
81-2 |
19.4% |
9-2 |
2.2% |
81% |
False |
False |
8,471 |
60 |
433-6 |
328-4 |
105-2 |
25.1% |
8-3 |
2.0% |
86% |
False |
False |
7,016 |
80 |
433-6 |
328-4 |
105-2 |
25.1% |
7-3 |
1.8% |
86% |
False |
False |
5,881 |
100 |
433-6 |
328-4 |
105-2 |
25.1% |
6-6 |
1.6% |
86% |
False |
False |
5,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
468-3 |
2.618 |
449-5 |
1.618 |
438-1 |
1.000 |
431-0 |
0.618 |
426-5 |
HIGH |
419-4 |
0.618 |
415-1 |
0.500 |
413-6 |
0.382 |
412-3 |
LOW |
408-0 |
0.618 |
400-7 |
1.000 |
396-4 |
1.618 |
389-3 |
2.618 |
377-7 |
4.250 |
359-1 |
|
|
Fisher Pivots for day following 25-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
416-7 |
416-5 |
PP |
415-3 |
414-5 |
S1 |
413-6 |
412-6 |
|